It is possible to use KCacheGrind on windows using KDE For windows (windows.kde.org). There's a fair bit of bloat from the dependencies if you're installing it just for KCacheGrind though.
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AloOct 28 '10 at 16:36

Runs on your local PHP server. Be careful, use XDebug profiling with the XDEBUG_PROFILE flag or otherwise you'll risk overwriting your profiling output when you open WebGrind (Since WebGrind is also a PHP web application). The WebGrind website also details other approaches to work around this. Cheers.

It seems that WinCacheGrind cannot open output of callgrind. I have not tried opening output of cachegrind, but it should work, I guess.
From the Valkyrie page, (as of date) "Currently, Valkyrie supports Memcheck only, although work is in progress to handle Cachegrind and Massif."